+70.2%
GSBD vs VT
+236.8%
-166.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | +13.4% | +1.0% | +12.4% | +12.5% |
| 3M | +13.6% | +2.4% | +11.2% | +11.4% |
| 6M | +15.4% | +12.0% | +3.4% | +5.3% |
| YTD | +16.0% | +15.3% | +0.7% | +3.3% |
| 1Y | +1.9% | +22.6% | -20.7% | -13.6% |
| 3Y | +6.6% | +74.7% | -68.1% | -32.1% |
| 5Y | +0.3% | +66.1% | -65.9% | -34.2% |
| 10Y | +41.1% | +225.0% | -183.9% | -41.3% |
| All | +70.2% | +236.8% | -166.6% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling